+588.9%
VST vs MTSI
+183.3%
+405.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +10.8% | -0.3% | +5.7% |
| 7D | -9.8% | -10.0% | +0.2% | -6.1% |
| 30D | -25.1% | -37.2% | +12.0% | -9.2% |
| 3M | -11.6% | -30.1% | +18.5% | +0.8% |
| 6M | -20.9% | -31.9% | +11.0% | -11.7% |
| YTD | -22.3% | +23.2% | -45.5% | -36.8% |
| 1Y | -32.0% | +26.4% | -58.4% | -45.5% |
| 3Y | +262.4% | +186.2% | +76.2% | +118.9% |
| All | +588.9% | +183.3% | +405.6% | +295.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling